USMV
iShares MSCI USA Min Vol Factor ETF
$84.01
-0.17 (-0.20%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 24102.47M |
| 52 Week High | 84.63 |
| 52 Week Low | 69.609 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0015 |
Overview
| 52 Week High | 84.63 |
|---|---|
| 52 Week Low | 69.61 |
| Market Cap | 24,102.47M |
| Shares Outstanding | 286.90M |
| Income Dividend Yield | 1.76% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.76% |
Returns Annualized
| One Day | -39.95% |
|---|---|
| Five Days | 16.22% |
| One Months | 20.28% |
| Three Months | 10.29% |
| Six Months | 17.25% |
| Nine Months | 23.48% |
| One Year | 16.80% |
| Three Years | 5.65% |
| Five Years | 7.84% |
| Ten Years | 10.51% |
| YTD | 17.20% |
| Since Inception | 12.06% |
Returns Total
| One Day | -0.20% |
|---|---|
| Five Days | 0.30% |
| One Month | 1.47% |
| Three Months | 2.44% |
| Six Months | 8.14% |
| Nine Months | 16.93% |
| One Year | 16.78% |
| Three Years | 17.83% |
| Five Years | 45.72% |
| Ten Years | 171.06% |
| YTD | 8.52% |
| Since Inception | 323.42% |
Yearly Returns
| 2024 | 8.52% |
|---|---|
| 2023 | 10.34% |
| 2022 | -9.42% |
| 2021 | 20.84% |
| 2020 | 5.64% |
| 2019 | 27.69% |
| 2018 | 1.36% |
| 2017 | 18.91% |
| 2016 | 10.57% |
| 2015 | 5.45% |
Risk against SP-DA
| Alpha | -5.03% |
|---|---|
| Beta | 0.7 |
| Correlation | 95.31% |
| Downside Deviation | 2.08% |
| Coefficient of determination | 90.83% |
| Standard Deviation | 2.38% |
| Sharpe Ratio | -1.45 |
| Sortino | -5.73 |
| Treynor | 16.2 |
| Ulcer Index | 2.09 |
| Ulcer Performance Index | -5.71 |